Changes in market dynamics, such as the increasing speed at which trading occurs and the resulting speed in which “bad things” can happen, (e.g., a 1,000 point plunge in the Dow Jones Industrial Average—about 9%—in less than 10 minutes only to recover those losses within minutes), require that data be collected and available for analysis within an ever decreasing period of time and to a wider array of parties who have a legitimate interest in the data. What used to be acceptable to do the next day, at the end of the current day, or even at regular intervals throughout the day must be completed in real-time throughout the day and made available to an expanded group of people who have a legitimate interest in different elements or combinations of financial trading related data from a large number of disparate sources of such data—all within a very brief period of time. These disparate sources employ different data formats and protocols making centralized and effective use difficult. As a result, pre-existing methods of storing, accessing, managing different elements or combinations of financial trading related data from a large number of disparate sources of such data, and delivering appropriate data to specified recipients, who may be within and/or outside of a designated organization and entitled to see different elements and/or combinations of such data, are quite slow and often ineffective.